USA electricity pricing is 8 - 17 cents / kWh (source: https://en.wikipedia.org/wiki/...). So let's say $0.2 per kWh
10MW = 10,000 kW. So if you were using the full 10MW connection that would cost $2000 per hour. I'm sure if you are using that much you get a special rate.
From a quick search I found this PDF: https://www.ergon.com.au/__dat...
For that particular 26500m^2 shopping centre their energy usage was 4000 kVA, which is 4MW. There are at least 9 shopping centres in Australia that are 5x larger than that in terms of m^2.
So yes, there definitely are connections of that magnitude delivering continuous power. And they are not all that uncommon.